+2,234.9%
AEIS vs FHN
+316.5%
+1,918.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +23.2% | +1.3% | +22.0% | +22.7% |
| 30D | -17.0% | +2.8% | -19.8% | -18.0% |
| 3M | -32.2% | -8.9% | -23.2% | -29.5% |
| 6M | -32.6% | -0.7% | -31.9% | -32.4% |
| YTD | +9.4% | +0.1% | +9.3% | +9.4% |
| 1Y | +7.7% | +10.4% | -2.7% | +3.2% |
| 3Y | +157.9% | +128.8% | +29.1% | +80.8% |
| 5Y | +154.8% | +61.5% | +93.3% | +88.3% |
| 10Y | +355.2% | +83.0% | +272.2% | +200.2% |
| All | +2,234.9% | +316.5% | +1,918.4% | +781.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling